+8.9%
CRCL vs MTB
+38.0%
-29.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | +27.1% | -4.8% | +31.9% | +29.3% |
| 3M | +9.6% | +6.0% | +3.7% | +5.4% |
| 6M | -19.7% | +19.6% | -39.3% | -30.3% |
| YTD | +14.2% | +21.5% | -7.2% | -2.8% |
| 1Y | -32.2% | +24.7% | -56.9% | -44.8% |
| All | +8.9% | +38.0% | -29.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling